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Eitan Altman 《Mathematical Methods of Operations Research》1993,37(2):151-170
We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII 相似文献
33.
Hong Chen 《Queueing Systems》1989,5(4):281-293
We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knownc is the optimal solution to our problem.Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138. 相似文献
34.
Hiroshi Konno 《Mathematical Programming》1988,41(1-3):185-193
We will consider a concave minimization problem associated with a series production system in which raw material is processed inm consecutive facilities. The products at some facility are either sent to the next facility or stocked in the warehouse. The amount of demand for the final products during periodi, i = 1,,n, are known in advance. Our problem is to minimize the sum of processing, holding and backlogging cost, all of which are assumed to be concave.The origin of this model is the classical economic lot size problem of Wagner and Whitin and was extensively studied by Zangwill. This model is very important from the theoretical as well as practical point of view and this is one of the very rare instances in which polynomial time algorithm has been constructed for concave minimization problems.The purpose of this paper is to extend the model further to the situation in which time lag is associated with processing at each facility. We will propose an efficient O(n
4
m) algorithm for this class of problems. 相似文献
35.
The construction of an expert-like system for machine scheduling called SCHEDULE is presented. Essential parts of SCHEDULE were developed by students in a laboratory course Operations Research on Microcomputers at the University of Karlsruhe, Germany. SCHEDULE consists of the components data base, knowledge base, inference engine, explanation facility, dialog component, and knowledge acquisition component. The knowledge base contains an algorithm base for solving different types of scheduling problems. To establish the rules of the knowledge base the well-known three-field classification of deterministic machine scheduling problems and the concept of the reduction digraph are exploited. Experiences gained during building and demonstrating SCHEDULE are reported. 相似文献
36.
为了解决批量生产、制造、装配等车间调度问题,基于Hadoop集群,提出应用禁忌粒子群算法的车间调度及其并行化实现.以某装载机制造车间最小化完成时间为目标,通过使用禁忌粒子群算法对车间调度问题进行求解.结果表明:在车间批量大的情况下,禁忌粒子群算法可得出有效的调度方案,避免算法陷入局部最优解.与现有的智能算法相比,禁忌粒子群算法更有利于实现全局最优解. 相似文献
37.
时间敏感网络(TSN)中信息的真实性是系统的关键安全要素,然而直接引入传统安全认证机制会导致系统可调度性和实时性大幅降低。现有的方法仍存在适用场景少、资源消耗高等问题。针对这些问题,文中提出了一种面向TSN的安全感知调度方法。首先基于TSN流量特性设计了一种时间有效的一次性签名安全机制,为消息提供高效的组播源认证;然后提出相应的安全模型对该机制进行评估,描述安全机制对任务和流量的影响;最后对提出的安全感知调度方法进行数学建模,在传统调度约束的基础上,增加了安全机制相关的约束,同时以最小化应用端到端时延为优化目标,使用约束规划进行求解。仿真实验结果表明:改进的一次性签名机制的引入可以有效保护TSN中关键信息的真实性,且对调度的影响有限;在多个基于真实工业场景生成的不同规模测试用例中,产生的应用端到端时延平均仅增加13.3%,带宽消耗平均仅增加5.8%;与其他同类型方法相比,文中方法的带宽消耗更低,更加适用于有严格带宽限制的TSN。 相似文献
38.
《Operations Research Letters》2022,50(1):50-56
We address a novel truck scheduling problem arising in crossdocking logistics, in which inbound trucks carry items (pallets) which must be sorted and loaded onto outbound trucks. We minimize the utilisation of the warehouse by focusing on the synchronisation between the different related trucks. The problem is to assign the trucks to the doors of the warehouse and sequence them, in order to minimize the total time spent in the system by the pallets. We discuss the complexity of the problem, showing that even with a single door the problem is NP-hard in general, and discuss some special cases. 相似文献
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